-2.6%
SQQQ vs CB
+16.7%
-19.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.3% |
| 7D | -17.4% | 0.0% | -17.4% | -17.4% |
| 30D | +20.4% | +7.4% | +13.0% | +5.9% |
| 3M | +11.2% | +8.6% | +2.6% | -4.1% |
| 6M | -2.6% | +16.1% | -18.8% | -30.0% |
| All | -2.6% | +16.7% | -19.3% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling